Quasar Identification Using Multivariate Probability Density Estimated from Nonparametric Conditional Probabilities

نویسندگان

چکیده

Nonparametric estimation for a probability density function that describes multivariate data has typically been addressed by kernel (KDE). A novel estimator recently developed Farmer and Jacobs offers an alternative high-throughput automated approach to univariate nonparametric based on maximum entropy order statistics, improving accuracy over KDE. This article presents extension of the single variable case multiple variables. The is used recursively calculate product array one-dimensional conditional probabilities. In combination with interpolation methods, complete joint estimate generated Good speed performance in synthetic are demonstrated numerical study using known distributions range sample sizes from 100 106 two six Performance terms compared here tends perform better as number samples and/or variables increases. As example application, measurements analyzed five filters photometric Sloan Digital Sky Survey Data Release 17. form basis binary classifier distinguishes quasars galaxies stars up 94% accuracy.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Fast Nonparametric Conditional Density Estimation

Conditional density estimation. The idea of conditional density estimation is to construct a density estimate f̂(y|x) for a dependent variable y, conditional on a vector of variables x. This can be seen as a generalization of regression, where instead of estimating the expected value E(y|x) alone, we instead model the full density. This is especially important for multi-modal densities, where th...

متن کامل

Multivariate Nonparametric Volatility Density Estimation

We consider a continuous-time stochastic volatility model. The model contains a stationary volatility process, the multivariate density of the finite dimensional distributions of which we aim to estimate. We assume that we observe the process at discrete instants in time. The sampling times will be equidistant with vanishing distance. A multivariate Fourier-type deconvolution kernel density est...

متن کامل

Nonparametric multivariate conditional distribution and quantile regression

In nonparametric multivariate regression analysis, one usually seeks methods to reduce the dimensionality of the regression function to bypass the difficulty caused by the curse of dimensionality. We study nonparametric estimation of multivariate conditional distribution and quantile regression via local univariate quadratic estimation of partial derivatives of bivariate copulas. Without restri...

متن کامل

Conditional Default Probability and Density

This paper is dedicated to our friend Marek, for his birthday. Two of us know Marek since more than 20 years, when we embarked in the adventure of Mathematics for Finance. Our paths diverged, but we always kept strong ties. Thank you, Marek, for all the fruitful discussions we have had. We hope you will find some interest in this paper and the modeling of credit risk we present, and we are look...

متن کامل

Extracting Object Regions Using Locally Estimated Probability Density Functions

In this paper, a novel method for estimating a precise object region using a given rough object region is proposed. For determining whether each pixel belongs to an object or not, the proposed method estimates a joint probability density function (joint p.d.f.) of position, color, and class (object or background). For each pixel, the class with a higher joint p.d.f. is selected. The joint p.d.f...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Mathematics

سال: 2022

ISSN: ['2227-7390']

DOI: https://doi.org/10.3390/math11010155